Managed Money net -166 contracts in ALGONQUIN CITYGATES BASIS, positions as of Tue 20 Oct 2026.
Data as of Positions as of Tue 20 Oct 2026; published Fri 23 Oct 2026
Positions as of Tue 20 Oct 2026 - published Fri 23 Oct 2026 (CFTC, Friday release)
Report family
Disaggregated
Basis
Futures only
Market
ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV
CFTC contract code
02339E
Contract unit
Contracts Of 2,500 Mmbtu'S
Open interest, contracts
103,154
Change in open interest, contracts
+1,224
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
82,157
86,804
-
-4,647
79.6
84.1
-4.5
Swap Dealers
14,995
0
0
+14,995
14.5
0.0
14.5
Managed Money
708
874
332
-166
0.7
0.8
-0.2
Other Reportables
1,027
6,604
969
-5,577
1.0
6.4
-5.4
Total reportable
100,188
95,583
-
+4,605
97.1
92.7
4.5
Nonreportable
2,966
7,571
-
-4,605
2.9
7.3
-4.5
Managed Money: position against its own history
Weekly net, last 156 reports
Managed Money net, contracts
-166
Week change
+549
4-week change
-263
13-week change
+2,209
Net as % of open interest
-0.2%
Percentile, 1 year (52 weeks)
88
Percentile, 3 years (156 weeks)
96
Z-score, 52 weeks
1.51
COT Index, 3 years
82
52-week high of net
+1,652
52-week low of net
-4,110
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
12
15
Swap Dealers
-
0
Other Reportables
-
4
Total reportable
21
24
Largest 4 traders, gross long
68.2%
Largest 4 traders, gross short
55.6%
Largest 8 traders, gross long
85.9%
Largest 8 traders, gross short
76.9%
Largest 4 traders, net long
68.1%
Largest 4 traders, net short
52.9%
Largest 8 traders, net long
79.0%
Largest 8 traders, net short
72.0%
Concentration is the share of open interest held by the largest traders, as published in the report.
Latest report, futures and options combined
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
82,157
86,804
-
-4,647
79.6
84.1
-4.5
Swap Dealers
14,995
0
0
+14,995
14.5
0.0
14.5
Managed Money
708
874
332
-166
0.7
0.8
-0.2
Other Reportables
1,027
6,604
969
-5,577
1.0
6.4
-5.4
Total reportable
100,188
95,583
-
+4,605
97.1
92.7
4.5
Nonreportable
2,966
7,571
-
-4,605
2.9
7.3
-4.5
The combined basis adds options converted to futures equivalents at exchange delta factors. The two bases are never mixed in one series; the history on this page is futures only.
Open interest by maturity split
All contract months, contracts
103,154
Old crop / nearest months, contracts
103,154
Other months, contracts
0
Recent reports, net by category
Report date
Open interest
Producer/Merchant/Processor/User
Swap Dealers
Managed Money
Other Reportables
Total reportable
Nonreportable
Tue 20 Oct 2026
103,154
-4,647
+14,995
-166
-5,577
+4,605
-4,605
Tue 13 Oct 2026
101,930
-4,809
+14,841
-715
-4,846
+4,471
-4,471
Tue 6 Oct 2026
98,614
-5,265
+14,928
-566
-4,752
+4,345
-4,345
Tue 29 Sep 2026
110,787
-8,794
+15,185
+439
-4,534
+2,296
-2,296
Tue 22 Sep 2026
110,594
-8,603
+15,919
+97
-4,221
+3,192
-3,192
Tue 15 Sep 2026
109,483
-8,968
+16,074
+145
-3,714
+3,537
-3,537
Tue 8 Sep 2026
106,609
-7,770
+16,357
+113
-3,583
+5,117
-5,117
Tue 1 Sep 2026
111,544
-6,543
+17,286
-2,623
-3,161
+4,959
-4,959
Tue 25 Aug 2026
110,333
-5,771
+15,635
-2,864
-3,513
+3,487
-3,487
Tue 18 Aug 2026
108,451
-6,411
+15,635
-2,052
-4,263
+2,909
-2,909
Spreading is calendar-spread positions. It prints as its own column and is not part of net. Percentile is the share of weeks in the window with a net at or below the current net. The COT Index places the current net within its 3-year range, 0 at the low and 100 at the high. Gauges print only when the window holds enough history. History is the series as currently published by the CFTC, including its corrections; first-release vintages are not kept. An extreme reading is a condition of crowding, not a buy or sell signal: speculative categories are trend followers and are usually largest near price extremes.
Source: CFTC Commitments of Traders, Disaggregated report, futures only unless stated. Positions as of Tue 20 Oct 2026, published Fri 23 Oct 2026.